Description

This analysis provides a forecast of VET prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-20 0.016131 0.018269 0.020603 0.023343 0.026476 0.029949 0.034100
2024-10-27 0.012200 0.014964 0.018246 0.022444 0.027689 0.034050 0.042383
2024-11-03 0.010751 0.013912 0.017885 0.023273 0.030427 0.039657 0.052560
2024-11-10 0.009662 0.013060 0.017533 0.023894 0.032780 0.044852 0.062668
2024-11-17 0.008811 0.012363 0.017230 0.024446 0.034979 0.049950 0.073132
2024-11-24 0.007871 0.011408 0.016425 0.024139 0.035843 0.053158 0.081135
2024-12-01 0.007118 0.010625 0.015757 0.023915 0.036735 0.056414 0.089486
2024-12-08 0.006492 0.009955 0.015172 0.023721 0.037605 0.059657 0.098109
2024-12-15 0.006136 0.009656 0.015108 0.024309 0.039735 0.065065 0.110857
2024-12-22 0.005647 0.009096 0.014573 0.024068 0.040453 0.068187 0.120008
2024-12-29 0.005422 0.008937 0.014663 0.024857 0.042966 0.074572 0.135637
2025-01-05 0.004923 0.008279 0.013864 0.024040 0.042578 0.075808 0.141916
2025-01-12 0.004546 0.007802 0.013344 0.023688 0.043029 0.078674 0.151787
2025-01-19 0.004121 0.007209 0.012575 0.022816 0.042439 0.079557 0.157917
2025-01-26 0.004001 0.007145 0.012731 0.023655 0.045153 0.086995 0.178166
2025-02-02 0.003859 0.007028 0.012779 0.024288 0.047522 0.093993 0.198382
2025-02-09 0.003718 0.006899 0.012792 0.024850 0.049796 0.101032 0.219579
2025-02-16 0.003479 0.006564 0.012386 0.024538 0.050241 0.104306 0.232804
2025-02-23 0.003271 0.006273 0.012038 0.024309 0.050831 0.107939 0.247295
2025-03-02 0.003084 0.006008 0.011721 0.024112 0.051465 0.111722 0.262611
2025-03-09 0.002995 0.005933 0.011778 0.024710 0.053899 0.119780 0.289356
2025-03-16 0.002828 0.005684 0.011459 0.024465 0.054411 0.123481 0.305716
2025-03-23 0.002773 0.005663 0.011610 0.025267 0.057408 0.133331 0.339194